The Endpoint Management Utility (EMU) runs off its own database-backed server in the background which stores and retrieves information, as well as performs various jobs submitted by connected EMU clients and EMU Admin clients.
Note that the intention of the EMU Admin Client is to handle all of the day-to-day administration of EMU Clients and the EMU Server. Most of the daily work you do related to those tasks will be within the EMU Admin Client. The EMU Server documentation exists mainly as a reference for troubleshooting anything that is behaving incorrectly or in an unexpected manner.
We recommend starting with the Getting Started Guide to help you implement EMU in your environment.